Retrieve list of issued CDS where the underlying is issued in specific country
My goal is to obtain a list of all CDS contracts (identified by ISIN or RIC) that have been outstanding in the last 5 years and where the underlying debt is issued by corporates in the Eurozone.
Can I do this using Eikon API for Python? If not, do I have access to RSearch through the COM APIs and can I access them on a Mac?
I do have a list of all stocks (~ 5k securities) issued by corporates in the eurozone, so that I could retrieve the field `TR.CDSPrimaryCDSRic` (~ 230 securities). However, I would miss out on CDS where the underlying is issued by a company that is not listed. While I also have a list of all debt securities issued by corporates in the Eurozone (~ 1,1 mn securities), I would need to retrieve so much data that it might exceed the data limit.
Best Answer
-
Hi @jhonny
I am not aware of CDS search capability using the API.
However, you can use CDSSRCH app on Eikon Desktop or Eikon Web to export the identifier list.
Note that Eikon Desktop only available on Windows.
For Mac, you can still use Eikon Web access to perform the same task.
0
Answers
-
I appreciate your quick and very helpful response, @chavalit.jintamalit . Does this tool also allow me to see historical CDS?
0 -
Once you have a list of RIC code.
Please look at this post. https://community.developers.refinitiv.com/questions/49123/historical-cds-prices.html
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 162 App Studio
- 4 Block Chain
- 5 Bot Platform
- 17 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 370 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛